Course: STAT 31512
Title: Analysis of Sampling Algorithms
Instructor: Instructor
Class Schedule: Sec 1: TR 9:30 AM–10:50 AM in TBA
Description: Graduate topics course on mathematical analysis of algorithms for sampling from high-dimensional probability distributions, with a focus on analysis of Markov-Chain Monte Carlo via functional inequalities. Possible/likely topics include recent developments such as Eldan's stochastic localization, techniques from high-dimensional expanders, spectral/entropic independence, log-concave polynomials and matroid basis exchange walk, connections to statistical physics and statistical estimation, recent progress on the KLS conjecture, etc., with a view towards current research questions in the area.